Technical Note—A Conic Integer Optimization Approach to the Constrained Assortment Problem Under the Mixed Multinomial Logit Model
针对混合多项Logit模型下的约束分类优化问题，提出一种新的锥二次混合整数规划形式，结合McCormick不等式利用容量约束，使商业优化软件能求解大规模实例。
We consider the constrained assortment optimization problem under the mixed multinomial logit model. Even moderately sized instances of this problem are challenging to solve directly using standard mixed-integer linear optimization formulations. This has motivated recent research exploring customized optimization strategies and approximation techniques. In contrast, we develop a novel conic quadratic mixed-integer formulation. This new formulation, together with McCormick inequalities exploiting the capacity constraints, enables the solution of large instances using commercial optimization software.